Log-Laplace

greybox.distributions.dllaplace(q, loc=0, scale=1, log=False)

Log-Laplace distribution density.

The density is obtained by transforming a Laplace distribution through the exponential function with Jacobian adjustment.

f(y) = (1/scale) * exp(-(abs(log(y) - loc) / scale)) / y

Parameters:

• q (array_like) – Quantiles (must be positive).

• loc (float) – Location parameter (of underlying Laplace).

• scale (float) – Scale parameter.

• log (bool) – If True, return log-density.

Returns:

Density values.

Return type:

array

greybox.distributions.qllaplace(p, loc=0, scale=1)

Log-Laplace distribution quantile function.

Quantiles are obtained by exponentiating Laplace quantiles.

Parameters:

• p (array_like) – Probabilities.

• loc (float) – Location parameter.

• scale (float) – Scale parameter.

Returns:

Quantile values.

Return type:

array